+100.2%
DAL vs STT
+97.1%
+3.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -1.1% |
| 7D | +4.6% | -4.9% | +9.5% | +8.3% |
| 30D | +2.3% | -6.0% | +8.3% | +6.9% |
| 3M | -8.1% | -11.7% | +3.6% | +0.1% |
| 6M | +21.4% | +11.7% | +9.7% | +11.9% |
| YTD | +24.3% | +30.4% | -6.1% | +2.5% |
| 1Y | +47.4% | +43.9% | +3.4% | +13.7% |
| 3Y | +164.6% | +165.4% | -0.8% | +39.1% |
| 5Y | +100.2% | +101.0% | -0.8% | +19.7% |
| All | +100.2% | +97.1% | +3.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling